Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47386.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45991.35 Kr¶

PnL: ---------------------------------------> -897.22 Kr¶

DD now: ---------------------------------> -2.557 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:32:30.707186'

Anic Portfolio¶

Today¶

Return: -0.101 %¶

This Week¶

Return: -1.099 %¶

Total¶

Return: 55.131 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.790000 800.800000 127.800000 18.990000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.060000 3444.000000 67.000000 1.980000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Intrum 4 6.710000 565.800000 38.800000 7.360000 527.000000
Samhällsbyggnadsbo. i Norden B 20 -0.380000 390.500000 35.500000 10.000000 355.000000
AcadeMedia 12 -0.120000 584.880000 27.880000 5.010000 557.000004
Resurs Holding 22 -0.770000 597.300000 23.300000 4.060000 573.999998
Corem Property Group B 59 -2.870000 599.440000 22.440000 3.890000 576.999999
Boozt 12 0.360000 1674.000000 20.000000 1.210000 1653.999996
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Swedbank A 3 -0.880000 574.650000 10.650000 1.890000 564.000000
Securitas B 6 -0.330000 576.840000 6.840000 1.200000 570.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Coor Service Management Hold. 8 0.520000 538.000000 6.000000 1.130000 532.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.960000 0.960000 0.390000 246.000000
Nordea Bank Abp 29 -0.520000 3451.000000 -3.000000 -0.090000 3453.999992
CTEK 13 -0.470000 526.630000 -7.370000 -1.380000 533.999999
Handelsbanken A 5 -1.020000 534.250000 -11.750000 -2.150000 546.000000
Midsona B 63 0.790000 565.740000 -17.260000 -2.960000 582.999984
Essity B 2 -3.790000 538.000000 -36.000000 -6.270000 574.000000
Beijer Electronics Group 26 -6.790000 2927.600000 -43.400000 -1.460000 2971.000006
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Vivesto 1368 2.210000 545.280000 -67.720000 -11.050000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.960000 1416.600000 -247.400000 -14.870000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45991.350000 -897.220000 -2.55719% 46888.564618

Updated:¶

'2023-01-26 11:32:43.740238'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶